+58.0%
ILMN vs UTHR
+366.4%
-308.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +0.7% | +4.9% | -4.1% | -0.4% |
| 30D | -22.7% | +9.2% | -31.9% | -24.4% |
| 3M | +8.6% | +15.9% | -7.3% | +4.1% |
| 6M | +43.8% | +2.0% | +41.8% | +42.2% |
| YTD | +59.8% | +21.8% | +38.0% | +49.6% |
| 1Y | +71.8% | +28.6% | +43.2% | +58.5% |
| 3Y | +119.0% | +166.2% | -47.3% | +55.6% |
| 5Y | -43.8% | +191.8% | -235.6% | -62.0% |
| All | +58.0% | +366.4% | -308.4% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling